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Re: st: Testing for serial correlation in residuals under panel data


From   "Joao Ricardo F. Lima" <jricardofl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing for serial correlation in residuals under panel data
Date   Wed, 13 Aug 2008 13:46:21 -0300

Nuno,

try

help xtserial.

HTH,

Joao Lima

2008/8/12 Nuno <liststata@gmail.com>:
> Hi everyone,
>
> I have a panel data of about 20000 observations (firms and years) and I've
> estimated a panel data model using xtreg:
>
> xtreg y x1 x2 x3 x4, fe vce(robust)
>
> What I would like to do now is to test for serial correlation in the
> residuals of the previous model. Is there a way of doing this under Stata
> using panel data?
>
> All the best,
>
> Nuno
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
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> *   http://www.ats.ucla.edu/stat/stata/
>



-- 
-------------------------------
Joao Ricardo Lima
Professor
UFPB-CCA-DCFS
+553138923914
-------------------------------
*
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